NYMEX Light Sweet Crude Oil Future August 2021

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	38.72	37.80	-0.92	-2.4%	40.96
High	38.76	39.98	1.22	3.1%	41.56
Low	37.92	37.08	-0.84	-2.2%	37.68
Close	38.58	39.79	1.21	3.1%	38.58
Range	0.84	2.90	2.06	245.2%	3.88
ATR
Volume	2,525	4,370	1,845	73.1%	15,629

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.65	46.62	41.39
R3	44.75	43.72	40.59
R2	41.85	41.85	40.32
R1	40.82	40.82	40.06	41.34
PP	38.95	38.95	38.95	39.21
S1	37.92	37.92	39.52	38.44
S2	36.05	36.05	39.26
S3	33.15	35.02	38.99
S4	30.25	32.12	38.20

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.91	48.63	40.71
R3	47.03	44.75	39.65
R2	43.15	43.15	39.29
R1	40.87	40.87	38.94	40.07
PP	39.27	39.27	39.27	38.88
S1	36.99	36.99	38.22	36.19
S2	35.39	35.39	37.87
S3	31.51	33.11	37.51
S4	27.63	29.23	36.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.56	37.08	4.48	11.3%	1.71	4.3%	60%	False	True	3,563
10	43.29	37.08	6.21	15.6%	1.37	3.4%	44%	False	True	2,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	52.31
2.618	47.57
1.618	44.67
1.000	42.88
0.618	41.77
HIGH	39.98
0.618	38.87
0.500	38.53
0.382	38.19
LOW	37.08
0.618	35.29
1.000	34.18
1.618	32.39
2.618	29.49
4.250	24.76

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	39.37	39.37
PP	38.95	38.95
S1	38.53	38.54

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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